+187.5%
NVT vs CLX
-36.5%
+224.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.1% | +5.8% | +4.4% |
| 7D | +4.1% | -5.7% | +9.8% | +2.9% |
| 30D | -5.1% | -17.0% | +11.9% | -8.4% |
| 3M | -1.2% | -9.7% | +8.5% | -2.5% |
| 6M | +46.6% | -19.8% | +66.4% | +44.3% |
| YTD | +60.0% | -9.8% | +69.8% | +59.8% |
| 1Y | +70.8% | -26.2% | +97.0% | +68.9% |
| 3Y | +187.5% | -36.2% | +223.7% | +205.5% |
| All | +187.5% | -36.5% | +224.0% | +205.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded CLX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling